Soc. Generale Call 320 MCO 21.06.2024
/ DE000SV44GT8
Soc. Generale Call 320 MCO 21.06..../ DE000SV44GT8 /
| 2024-05-02 9:21:39 AM |
Chg.-0.20 |
Bid10:15:05 AM |
Ask10:15:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.52EUR |
-4.24% |
4.81
Bid Size: 700 |
-
Ask Size: - |
Moodys Corp |
320.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SV44GT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.06 |
| Intrinsic value: |
2.79 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.18 |
| Parity: |
2.79 |
| Time value: |
2.67 |
| Break-even: |
374.60 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.14 |
| Spread %: |
2.63% |
| Delta: |
0.68 |
| Theta: |
-0.38 |
| Omega: |
4.30 |
| Rho: |
0.25 |
Quote data
| Open: |
4.52 |
| High: |
4.52 |
| Low: |
4.52 |
| Previous Close: |
4.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.85% |
| 1 Month |
|
|
-38.92% |
| 3 Months |
|
|
-40.21% |
| YTD |
|
|
-39.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.07 |
4.60 |
| 1M High / 1M Low: |
7.40 |
4.60 |
| 6M High / 6M Low: |
8.29 |
3.58 |
| High (YTD): |
2024-02-01 |
8.29 |
| Low (YTD): |
2024-04-29 |
4.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.56% |
| Volatility 6M: |
|
87.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
